-47.1%
EOSE vs CASY
+51.2%
-98.4%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.3% | +11.2% | +10.8% |
| 7D | +19.0% | +0.1% | +18.9% | +19.0% |
| 30D | +1.6% | -11.3% | +12.9% | +1.3% |
| 3M | -52.0% | -0.6% | -51.3% | -52.9% |
| 6M | -42.5% | +10.7% | -53.2% | -46.4% |
| YTD | -66.1% | +37.1% | -103.3% | -70.1% |
| 1Y | -47.1% | +52.3% | -99.4% | -50.3% |
| All | -47.1% | +51.2% | -98.4% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling